论文标题
连续时间零和随机游戏，并控制
Continuous-time Zero-Sum Stochastic Game with Stopping and Control
论文作者
论文摘要
我们认为连续时间马尔可夫链的零和随机游戏具有可计数的状态空间以及无限的过渡和回报率。游戏的附加功能是，控制器以及采取行动也可以停止该过程。在适当的假设下，我们表明游戏具有价值，它是具有双边限制的某些动态编程不平等的独特解决方案。在此过程中，我们还规定了鞍点平衡。
We consider a zero-sum stochastic game for continuous-time Markov chain with countable state space and unbounded transition and pay-off rates. The additional feature of the game is that the controllers together with taking actions are also allowed to stop the process. Under suitable hypothesis we show that the game has a value and it is the unique solution of certain dynamic programming inequalities with bilateral constraints. In the process we also prescribe a saddle point equilibrium.
